+30.2%
CNH vs BIIB
+13.5%
+16.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +3.0% | +2.0% | +1.0% | +2.5% |
| 30D | -0.6% | +8.8% | -9.4% | -2.9% |
| 3M | +14.6% | +20.3% | -5.7% | +8.6% |
| 6M | +11.8% | +23.9% | -12.1% | +4.5% |
| YTD | +30.4% | +44.0% | -13.6% | +15.3% |
| 1Y | +19.1% | +53.8% | -34.8% | +2.8% |
| 3Y | +30.2% | +13.8% | +16.3% | +26.0% |
| All | +30.2% | +13.5% | +16.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling